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Simon Minovitsky

Simon Minovitsky
Vice President, Equity Research Team

About the Contributor

Simon Minovitsky is a Vice President in MSCI’s Equity Research Team. His work focuses on equity risk models. Previously, he worked for BlackRock and for the Lawrence Berkeley National Laboratory. Simon holds a master’s degree in computer science from St. Petersburg Polytechnic University in Russia.

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Blog posts by Simon Minovitsky

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  1. BLOG

    Could Factors Have Explained Cryptocurrency Risk? 

    Jul 29, 2021 Daniel R. Barrera , Simon Minovitsky

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    As cryptocurrencies rise in popularity as investment vehicles, the need for standardized tools for this market increases as well. We created a multifactor model to measure whether factors important for equity markets were also important for crypto.

  2. BLOG

    Bitcoin: Good as Gold? 

    May 26, 2021 Daniel R. Barrera , Simon Minovitsky

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    During inflationary periods, equity investors, historically, have turned to gold as a hedge and diversifier. As the issue of inflation becomes more pressing, we ask whether cryptocurrencies, such as Bitcoin, could have played a similar role.

  3. BLOG

    Factoring in ESG 

    Feb 26, 2021 Guillermo Cano , Simon Minovitsky

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    How much does ESG contribute to portfolio risk and return? We looked at whether ESG performance was influenced by other factors or helped explain returns as a factor in its own right, using the MSCI Global Equity Factor Model + ESG.

  4. BLOG

    Understanding the Industry-Momentum Factor 

    Aug 19, 2020 Alex Johnson , Simon Minovitsky

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    When COVID-19 first swept through global equity markets, many factors exhibited unprecedented performance swings. How could institutional investors interpret the industry-momentum factor’s moves in the context of the underlying market dynamics?

  5. BLOG

    Has the growth factor earned a premium? 

    Apr 27, 2017 Simon Minovitsky

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    Asset managers devise investment strategies aimed at beating their benchmarks, but sometimes these strategies fall down in their implementation. Understanding exposures to different factors enables asset managers to make more informed decisions and allows institutional investors to evaluate the alignment of portfolios with their investment objectives. By using a fundamental factor model, we can see how a growth strategy might be hampered by unintended factor exposures.

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